Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,95% | 1,11 CHF | 1,13 CHF | 75 000 | 75 000 | 74 177 | 73 903 | 80 575 CHF | 81 851 CHF | 94,94% | 94,94% |
14/08/2024 | 1,98% | 1,07 CHF | 1,09 CHF | 75 000 | 75 000 | 73 617 | 73 392 | 78 554 CHF | 79 864 CHF | 89,87% | 89,87% |
13/08/2024 | 1,95% | 1,04 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 877 CHF | 78 393 CHF | 91,39% | 91,39% |
12/08/2024 | 1,91% | 1,04 CHF | 1,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 924 CHF | 80 443 CHF | 97,40% | 97,40% |
09/08/2024 | 2,13% | 0,99 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 824 CHF | 75 412 CHF | 99,25% | 99,25% |
08/08/2024 | 1,97% | 1,00 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 714 CHF | 77 222 CHF | 97,85% | 97,85% |
07/08/2024 | 1,85% | 1,06 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 306 CHF | 81 807 CHF | 98,55% | 98,55% |
06/08/2024 | 3,28% | 1,04 CHF | 1,07 CHF | 37 500 | 37 500 | 27 499 | 27 499 | 28 413 CHF | 29 298 CHF | 86,33% | 86,33% |
02/08/2024 | 4,78% | 1,11 CHF | 1,16 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 416 CHF | 11 975 CHF | 95,81% | 95,81% |
31/07/2024 | 2,45% | 1,29 CHF | 1,32 CHF | 37 500 | 37 500 | 34 533 | 34 533 | 44 476 CHF | 45 557 CHF | 30,67% | 30,67% |